$24.94
-0.19 (-0.76%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 30.62% | Sharpe | 0.85 |
| Sortino | 1.36 |
| Beta | 0.67 | Correlation | 0.32 |
| Up capture | 86.31% | Down capture | 19.22% |
Relative Value shows 1.00 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −19.19% | Ulcer Index | 9.25 |
| MTD | −1.19% | QTD | −3.45% |
| YTD | 5.23% | Window (ann., 3.0y) | 23.51% |
| Skewness | 1.18 | Excess Kurtosis | 9.65 |
| Omega (θ=0) | 1.17 | Tail Ratio | 1.11 |
| Gain/Pain | 0.17 | Hit Rate | 49.47% |
| Win/Loss | 1.17 | Upside Potential | 0.60 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.66% | -4.43% | -3.07% | -4.38% |
| CVaR (ES) | -3.84% | -5.99% | -3.88% | -5.04% |
| VaR (Cornish-Fisher) | — | — | -2.00% | -6.06% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -19.19% | 2025-03-19 | 2025-04-08 | 2026-02-06 | 14 | 209 |
| -18.78% | 2026-04-13 | 2026-07-13 | ongoing | 59 | — |
| -16.63% | 2024-11-11 | 2025-01-10 | 2025-02-05 | 40 | 17 |
| -13.89% | 2023-08-30 | 2023-10-23 | 2023-12-14 | 37 | 37 |
| -10.95% | 2026-02-17 | 2026-03-30 | 2026-04-13 | 29 | 9 |
| -10.64% | 2025-02-06 | 2025-03-04 | 2025-03-17 | 17 | 9 |
| -10.48% | 2024-05-10 | 2024-06-14 | 2024-07-12 | 24 | 18 |
| -9.83% | 2024-08-30 | 2024-09-06 | 2024-09-30 | 4 | 16 |
| -8.41% | 2024-07-26 | 2024-08-05 | 2024-08-23 | 6 | 14 |
| -7.93% | 2023-12-14 | 2024-02-05 | 2024-02-09 | 34 | 4 |
Worst depth first · lengths in trading days.